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fix(candles-cache): cap per-tf window to 1024

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codex
2026-02-01 19:07:49 +01:00
parent e16a02453e
commit f41792a0fa
1 changed files with 51 additions and 23 deletions
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48
kustomize/base/candles-cache-worker/worker.mjs
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@@ -184,6 +184,16 @@ function sqlUpsertCandlesFromTicks({ symbol, sourceKey, bucketSeconds, fromIso,
`;
}
function sqlDeleteOlderCandles({ symbol, sourceKey, bucketSeconds, cutoffIso }) {
return `
DELETE FROM public.drift_candles_cache
WHERE symbol = ${sqlLit(symbol)}
AND source = ${sqlLit(sourceKey)}
AND bucket_seconds = ${bucketSeconds}
AND bucket < ${sqlLit(cutoffIso)}::timestamptz;
`;
}
async function getTickRange(cfg, { symbol, sourceKey }) {
const sql = `
SELECT min(ts) AS min_ts, max(ts) AS max_ts
@@ -219,14 +229,12 @@ function safetyWindowSeconds(bucketSeconds) {
return 2 * 24 * 60 * 60;
}
async function backfill(cfg, { symbol, sourceKey, fromIso, toIso }) {
for (const bs of cfg.bucketSecondsList) {
const chunk = chunkSecondsForBucket(bs);
async function backfillBucket(cfg, { symbol, sourceKey, bucketSeconds, fromIso, toIso }) {
const chunk = chunkSecondsForBucket(bucketSeconds);
for (let t = Date.parse(fromIso); t < Date.parse(toIso); t += chunk * 1000) {
const a = new Date(t).toISOString();
const b = new Date(Math.min(Date.parse(toIso), t + chunk * 1000)).toISOString();
await hasuraRunSql(cfg, sqlUpsertCandlesFromTicks({ symbol, sourceKey, bucketSeconds: bs, fromIso: a, toIso: b }));
}
await hasuraRunSql(cfg, sqlUpsertCandlesFromTicks({ symbol, sourceKey, bucketSeconds, fromIso: a, toIso: b }));
}
}
@@ -270,22 +278,27 @@ async function main() {
const range = await getTickRange(cfg, { symbol, sourceKey });
if (!range.maxTs) continue;
const toIso = new Date(Date.parse(range.maxTs)).toISOString();
const maxBs = cfg.bucketSecondsList[cfg.bucketSecondsList.length - 1] || 60;
for (const bs of cfg.bucketSecondsList) {
const fromIso = desiredFromIso({
minTsIso: range.minTs,
maxTsIso: toIso,
bucketSeconds: maxBs,
bucketSeconds: bs,
targetPoints: cfg.targetPoints,
backfillDays: cfg.backfillDays,
});
console.log(
`[candles-cache-worker] warmup symbol=${symbol} source=${sourceKey || '(any)'} from=${fromIso} to=${toIso} points=${cfg.targetPoints}`
`[candles-cache-worker] warmup symbol=${symbol} source=${sourceKey || '(any)'} bs=${bs}s from=${fromIso} to=${toIso} points=${cfg.targetPoints}`
);
try {
await backfill(cfg, { symbol, sourceKey, fromIso, toIso });
await backfillBucket(cfg, { symbol, sourceKey, bucketSeconds: bs, fromIso, toIso });
// Enforce max window for this bucket (derived data; safe to prune).
await hasuraRunSql(cfg, sqlDeleteOlderCandles({ symbol, sourceKey, bucketSeconds: bs, cutoffIso: fromIso }));
} catch (err) {
console.error(`[candles-cache-worker] warmup failed (${symbol}/${sourceKey || 'any'}): ${String(err?.message || err)}`);
console.error(
`[candles-cache-worker] warmup failed (${symbol}/${sourceKey || 'any'}/${bs}s): ${String(err?.message || err)}`
);
}
}
}
}
@@ -309,6 +322,10 @@ async function main() {
while (true) {
const loopNow = Date.now();
const loopIso = new Date(loopNow).toISOString();
const pruneEveryMs = 60_000;
const lastPruneAt = last.__pruneAt || new Map();
// stash on the Map to keep closure-local without introducing a new outer var
last.__pruneAt = lastPruneAt;
for (const symbol of cfg.symbols) {
for (const sourceKey of cfg.sources) {
@@ -325,6 +342,17 @@ async function main() {
);
// best-effort: move last pointer close to now (actual max will lag by at most one bucket)
last.set(k, loopIso);
const prevPrune = lastPruneAt.get(k) || 0;
if (loopNow - prevPrune >= pruneEveryMs) {
const keepSeconds = Math.max(cfg.targetPoints * bs, (cfg.backfillDays > 0 ? cfg.backfillDays * 86400 : 0));
const cutoffIso = new Date(Math.max(0, loopNow - keepSeconds * 1000)).toISOString();
try {
await hasuraRunSql(cfg, sqlDeleteOlderCandles({ symbol, sourceKey, bucketSeconds: bs, cutoffIso }));
} finally {
lastPruneAt.set(k, loopNow);
}
}
} catch (err) {
console.error(
`[candles-cache-worker] update failed (${symbol}/${sourceKey || 'any'}/${bs}s): ${String(err?.message || err)}`